+117.9%
BTSG vs PCOR
+4.0%
+113.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +19.7% | -19.7% | -1.5% |
| 7D | +17.4% | +21.8% | -4.4% | +15.5% |
| 30D | +12.6% | +39.5% | -27.0% | +9.4% |
| 3M | +11.2% | +35.2% | -24.0% | +8.0% |
| 6M | +30.4% | +21.7% | +8.6% | +30.9% |
| YTD | +86.4% | +3.9% | +82.5% | +94.2% |
| 1Y | +117.9% | +6.9% | +111.0% | +125.3% |
| All | +117.9% | +4.0% | +113.9% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling